+1,229.2%
DVN vs CGNX
+12,871.6%
-11,642.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.2% |
| 7D | +4.5% | +3.2% | +1.4% | +4.0% |
| 30D | +12.0% | +6.0% | +6.0% | +10.8% |
| 3M | +13.4% | +3.5% | +9.9% | +11.9% |
| 6M | +12.1% | +26.3% | -14.2% | +6.4% |
| YTD | +38.8% | +79.2% | -40.4% | +22.7% |
| 1Y | +46.0% | +43.8% | +2.2% | +33.2% |
| 3Y | +9.5% | +52.0% | -42.5% | -2.8% |
| 5Y | +125.3% | -24.0% | +149.3% | +119.6% |
| 10Y | +66.6% | +189.1% | -122.5% | +35.2% |
| All | +1,229.2% | +12,871.6% | -11,642.4% | +610.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling